Anic Equity

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Total return since start: 0.568 %

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Equity now: -----------------------------> 47910.61 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46515.66 Kr

PnL: ---------------------------------------> -372.91 Kr

DD now: ---------------------------------> -1.479 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-23 11:00:30.768379'

Anic Portfolio

Today

Return: -0.005 %

This Week

Return: -0.005 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total

Return: 56.847 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	2.640000	3229.200000	258.200000	8.690000	2971.000006
HEBA B	70	3.050000	2838.500000	202.500000	7.680000	2636.000010
Boozt	12	1.070000	1704.000000	50.000000	3.020000	1653.999996
Corem Property Group B	59	1.730000	624.220000	47.220000	8.180000	576.999999
AcadeMedia	12	1.740000	603.600000	46.600000	8.370000	557.000004
Samhällsbyggnadsbo. i Norden B	20	2.630000	390.600000	35.600000	10.030000	355.000000
MedCap	2	2.470000	456.000000	35.000000	8.310000	421.000000
SAAB B	8	-1.000000	3405.600000	28.600000	0.850000	3377.000000
OEM International B	7	1.920000	556.500000	28.500000	5.400000	527.999997
Resurs Holding	22	0.150000	601.920000	27.920000	4.860000	573.999998
HMS Networks	2	1.690000	696.400000	23.400000	3.480000	673.000000
Intrum	4	2.390000	548.800000	21.800000	4.140000	527.000000
Coor Service Management Hold.	8	2.840000	550.400000	18.400000	3.460000	532.000000
Eastnine	4	-0.940000	504.000000	13.000000	2.650000	491.000000
Norva24 Group	16	-1.660000	550.720000	7.720000	1.420000	543.000000
CTEK	13	1.990000	540.540000	6.540000	1.220000	533.999999
Karnov Group	9	-0.330000	539.100000	3.100000	0.580000	536.000004
Swedbank A	3	-0.320000	565.500000	1.500000	0.270000	564.000000
Securitas B	6	1.210000	570.840000	0.840000	0.150000	570.000000
Creaspac SPAC	6	0.000000	577.800000	0.800000	0.140000	577.000002
Samhällsbyggnadsbo. i Norden D	12	1.990000	245.760000	-0.240000	-0.100000	246.000000
Handelsbanken A	5	0.000000	544.000000	-2.000000	-0.370000	546.000000
Fastighetsbolag. Emilshus Pref	21	-1.300000	559.650000	-2.350000	-0.420000	562.000005
Essity B	2	-1.040000	571.400000	-2.600000	-0.450000	574.000000
Midsona B	63	3.490000	579.600000	-3.400000	-0.580000	582.999984
Essity A	4	-0.520000	1144.000000	-5.000000	-0.440000	1149.000000
Nordea Bank Abp	29	-0.020000	3448.100000	-5.900000	-0.170000	3453.999992
Sampo Oyj SDB	7	-0.180000	3836.000000	-14.000000	-0.360000	3850.000000
FM Mattsson Mora Group B	50	-2.520000	2900.000000	-27.000000	-0.920000	2927.000000
International Petroleum Corp.	5	2.830000	563.500000	-31.070000	-5.230000	594.565215
Vivesto	1368	-2.060000	545.010000	-67.990000	-11.090000	612.999432
Axfood	13	-0.110000	3656.900000	-99.100000	-2.640000	3756.000001
OX2	18	0.810000	1460.700000	-203.300000	-12.220000	1663.999992
Fasadgruppen Group	35	0.400000	3500.000000	-311.000000	-8.160000	3810.999990
Ovzon	52	0.900000	2906.800000	-455.200000	-13.540000	3361.999992
TOTAL			46515.660000	-372.910000	-1.47909%	46888.564618

Updated:

'2023-01-23 11:00:43.242424'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.